PCA Index Dashboard Examples

This script was last run at 2024-03-15 13:38:47.451975+00:00 (UTC)
In US/Central Time, this is 2024-03-15 08:38:47.451975-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897586	-0.476041	0.085536	-0.007449	0.545793	0.254905
1997-01-03	-0.885878	-0.476041	-0.156238	0.008071	0.745349	0.205752
1997-01-06	-0.881975	-0.476041	-0.064821	-0.015209	0.778223	0.269688
1997-01-07	-0.881975	-0.455211	-0.129775	-0.046249	0.837843	0.383288
1997-01-08	-0.893683	-0.455211	-0.022721	-0.085050	0.785884	0.496496
...	...	...	...	...	...	...
2024-03-08	-0.819530	-1.475868	-0.684292	1.870482	1.022912	-0.227896
2024-03-11	-0.819530	-1.496697	-0.626555	1.870482	0.924613	-0.175573
2024-03-12	-0.842947	-1.507112	-0.792549	1.816162	1.034636	0.037288
2024-03-13	-0.862461	-1.507112	-0.803374	1.761842	1.065107	0.154222
2024-03-14	-0.862461	-1.475868	-0.725189	1.761842	0.910982	0.154222

7187 rows × 6 columns

../../_images/728537c698040533d34c9555ac6e96eb209ad25cde9dc09b732090b91f9f6863.png

pc1

DATE
1997-01-02   -0.579083
1997-01-03   -0.685288
1997-01-06   -0.668169
1997-01-07   -0.704553
1997-01-08   -0.674195
                ...   
2024-03-08   -1.510928
2024-03-11   -1.486488
2024-03-12   -1.590280
2024-03-13   -1.612290
2024-03-14   -1.547618
Name: PC1, Length: 7187, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../../_images/0a82ff856d08aa49b595baf4d0377cf83f55aad9dc319e9b1a6050852266b01b.png

fig = px.line(pc1)
fig.show()

../../_images/599ea680b456bef556572ce17c2bd465fa0572f9d15f1b700e69ac297386a1e5.png

PCA Index Dashboard Examples#